You can check coil packs but they are cheap enough to just replace them. Check for a set on e-bay. The IAC is located on the throttle body. It looks like and electric motor and has a wire connected to it. It unbolts with a couple of torx screws. As for the throttle body should be simple enough to unbolt it and remove it from the car. You will need to remove the connection to the throttle position sensor and the throttle cable. There may be a couple of vacuum hoses too. Clean it with throttle body cleaner and replace in reverse order.
The egr valve is bolted to the phlenum or at least next to it. After you remove it you should see some openings leading into the engine. You can clean these by using a gun brush or similar small brush that will let you into the passageway. Simply spray the openings with throttle body cleaner and clean them out. This is probably why the egr valve code keeps coming up on the computer. If you are really feeling mechanically inclined, remove the phlenum from the top of the engine and clean everything out by spraying it. This will allow better access to the EGR passageways and will help you to better clean them out. You can also clean the carbon out of the phlenum and this will help the car breathe better. You can do all this with a couple of hand tools. A Chiltons manual would be a great addition to your library and help you to fix many of these issues. Good Luck!